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math.AP2022
Bismut's Way of the Malliavin Calculus for Non-Markovian Semi-groups: An introduction
Remi Leandre
We give a review of our recent works related to the Malliavin Calculus of Bismut type for non-Markovian generators. Part IV is new and relates the Malliavin Calculus and the genera…
math.AP2010★ 2 cited
The It\ô transform for a general class of pseudo-differential operators
Remi Leandre
We give an Ito type formula for a semi group whose generarator is a positive pseudo-differential operator which does not in general satisfies maximumu principle.